Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.53% | 84.90 % | 85.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,187 CHF | 429,436 CHF | 99.17% | 99.17% |
19/11/2024 | 0.52% | 86.30 % | 86.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,644 CHF | 431,894 CHF | 99.17% | 99.17% |
18/11/2024 | 0.52% | 86.30 % | 86.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,732 CHF | 431,982 CHF | 99.20% | 99.20% |
15/11/2024 | 0.53% | 85.35 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,975 CHF | 429,225 CHF | 99.17% | 99.17% |
14/11/2024 | 0.51% | 86.75 % | 87.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,670 CHF | 428,839 CHF | 99.16% | 99.16% |
13/11/2024 | 0.48% | 83.55 % | 83.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,418 CHF | 416,418 CHF | 99.17% | 99.17% |
12/11/2024 | 0.48% | 82.70 % | 83.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,685 CHF | 419,685 CHF | 99.17% | 99.17% |
11/11/2024 | 0.52% | 84.40 % | 84.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,377 CHF | 427,580 CHF | 99.17% | 99.17% |
08/11/2024 | 0.52% | 85.00 % | 85.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 428,020 CHF | 430,270 CHF | 99.17% | 99.17% |
07/11/2024 | 0.52% | 86.20 % | 86.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,388 CHF | 436,638 CHF | 98.43% | 98.43% |